This error message occurs when the ACS failed to find the user in the first listed database that is configured in the Identity store sequence. This is an informational message and does not affect the performance of the ACS. The way that ACS 5.x performs the authentication for internal or external users is different than the previous 4.x version. With the 5.x version, there is an option called Identity Store Sequence to define the sequence of user databases to be authenticated. For more information, refer to Configuring Identity Store Sequences.
If you receive this error when you are using the ACS to authenticate requests against a Child Domain, then you have to add a UPN suffix or NETBIOS prefix to the username. For more information, refer to the Notes in the Microsoft AD section.